0.45Open0.50Pre Close2 Volume1.66K Open Interest15.00Strike Price90.00Turnover13.29%IV1.19%PremiumOct 18, 2024Expiry Date0.27Intrinsic Value100Multiplier25DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.7277Delta0.6247Gamma38.17Leverage Ratio-0.0050Theta0.0074Rho27.78Eff Leverage0.0133Vega